+499.6%
SMTC vs DD
+67.0%
+432.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.5% | -2.6% |
| 7D | +17.5% | -2.9% | +20.4% | +19.9% |
| 30D | +21.3% | -11.5% | +32.8% | +32.2% |
| 3M | +3.1% | -5.4% | +8.5% | +7.0% |
| 6M | +81.7% | -6.9% | +88.6% | +91.6% |
| YTD | +115.9% | +6.9% | +109.1% | +105.6% |
| 1Y | +157.8% | +35.6% | +122.2% | +106.3% |
| 3Y | +557.3% | +42.5% | +514.7% | +412.8% |
| 5Y | +114.7% | +58.5% | +56.2% | +55.7% |
| All | +499.6% | +67.0% | +432.6% | +276.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling